+225.5%
HOOD vs DKS
+49.9%
+175.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -9.1% | -4.7% | -4.4% | -7.4% |
| 30D | +20.1% | -35.1% | +55.1% | +37.6% |
| 3M | +31.2% | -37.7% | +68.9% | +52.2% |
| 6M | +44.3% | -30.7% | +75.1% | +58.7% |
| YTD | +0.2% | -31.9% | +32.1% | +10.6% |
| 1Y | -3.5% | -40.0% | +36.5% | +12.0% |
| 3Y | +955.2% | +28.4% | +926.8% | +753.6% |
| 5Y | +175.3% | +12.4% | +162.8% | +92.6% |
| All | +225.5% | +49.9% | +175.6% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling